变向套利

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        随着黄金多空隔夜利息不断拉大,对一些短线持仓的策略很不友好,比如我的几个黄金策略,一般持仓一两个小时,但持仓隔夜的次数不少。如果IC多单隔夜,会产生每手30美元的利息,空单会有17美元正收益。有个很好的解决方法,那就是IC只做空,EX或XM只做多,由于持仓时间很短,平台不会找你麻烦。

        看这张图,收益2998美元,库存费-979美元,没有这979美元的库存费,收益会提高近30%。

变向套利

19号策略收益统计图。

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